Anic Equity

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Total return since start: 0.614 %

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Equity now: -----------------------------> 49303.18 Kr

Max Equity ever reached: ------------> 53120.35 Kr

Portfolio value: --------------------------> 11291.06 Kr

PnL: ---------------------------------------> 186.3 Kr

DD now: ---------------------------------> -7.186 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-07-03 09:00:02.540511'

Anic Portfolio

Today

Return: 0.0 %

This Week

Return: 0.0 %

Total portfolio value

Return including deposits: 61.406 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
Hennes & Mauritz B	6	0.230000	1113.600000	201.600000	22.110000	912.000000
Bilia A	8	0.000000	899.200000	1.600000	0.180000	897.600000
AcadeMedia	8	-0.400000	401.200000	0.000000	0.000000	401.200000
Catena	2	0.000000	789.600000	0.000000	0.000000	789.600000
EQT	4	0.000000	829.600000	0.000000	0.000000	829.600000
Hexatronic Group	12	0.000000	964.560000	0.000000	0.000000	964.560000
HEXPOL B	9	-1.050000	1017.900000	0.000000	0.000000	1017.900000
OX2	13	0.000000	947.700000	0.000000	0.000000	947.700000
Sagax B	4	0.000000	852.000000	0.000000	0.000000	852.000000
Orrön Energy	180	-0.490000	2030.400000	-7.200000	-0.350000	2037.600000
BHG Group	97	-0.730000	1445.300000	-9.700000	-0.670000	1455.000000
TOTAL			11291.060000	186.300000	-7.18589%	11104.760000

Updated:

'2023-07-03 09:00:20.136012'

None

Last optimization/rebalancing:

'2023-06-15'

Next optimization/rebalancing:

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.